Key lock cylinder!
I have been dealing with an intermittent battery drain issue for 2 years on our 2002 Jeep Grand Cherokee. Replaced the battery, but a few months later it was completely drained - couldn't even unlock the doors. The dealership thought they had finally traced the draw to a bad shifter, replaced it. But the battery drain problem occurred again 2 months later. We replaced the battery again. Still having issues.
Just this week we've discovered that if you turn off the key quickly, the key passes the normal "off" position, but still lets us remove the key when the accessories are on. This occured during the day and we wouldn't have even noticed except the radio happened to be on. I strongly suspect this is the mystery draw on the battery that we all (dealership and service station) overlooked. Getting the key lock cylinder replaced tomorrow!